Paper ID: 2402.03167

Decentralized Bilevel Optimization over Graphs: Loopless Algorithmic Update and Transient Iteration Complexity

Boao Kong, Shuchen Zhu, Songtao Lu, Xinmeng Huang, Kun Yuan

Stochastic bilevel optimization (SBO) is becoming increasingly essential in machine learning due to its versatility in handling nested structures. To address large-scale SBO, decentralized approaches have emerged as effective paradigms in which nodes communicate with immediate neighbors without a central server, thereby improving communication efficiency and enhancing algorithmic robustness. However, current decentralized SBO algorithms face challenges, including expensive inner-loop updates and unclear understanding of the influence of network topology, data heterogeneity, and the nested bilevel algorithmic structures. In this paper, we introduce a single-loop decentralized SBO (D-SOBA) algorithm and establish its transient iteration complexity, which, for the first time, clarifies the joint influence of network topology and data heterogeneity on decentralized bilevel algorithms. D-SOBA achieves the state-of-the-art asymptotic rate, asymptotic gradient/Hessian complexity, and transient iteration complexity under more relaxed assumptions compared to existing methods. Numerical experiments validate our theoretical findings.

Submitted: Feb 5, 2024